The ErrorList plugin provides a few additional commands that can be bound to keyboard shortcuts in the Shortcuts pane of the Global Options dialog box.
Plugins>Error List>Go to Previous Error moves the caret to the error immediately before the one currently selected in the error list window. If no error is selected, the last error in the list is chosen. This will open the appropriate file if the error is in a different file.
Plugins>Error List>Go to Next Error moves the caret to the error immediately after the one currently selected in the error list window. If no error is selected, the first error in the list is chosen. This will open the appropriate file if the error is in a different file.
Plugins>Error List>Go to Previous File With Errors opens the file immediately before the one currently selected in the error list window. If no file is selected, the last file with errors is chosen.
Plugins>Error List>Go to Next File With Errors opens the file immediately after the one currently selected in the error list window. If no file is selected, the first file with errors is chosen.